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Learning to branch: Generalization guarantees and limits of data-independent discretization 学会分支:与数据无关的离散化的泛化保证和极限
IF 2.5 2区 计算机科学 Q2 COMPUTER SCIENCE, HARDWARE & ARCHITECTURE Pub Date : 2023-12-25 DOI: 10.1145/3637840
Maria-Florina Balcan, Travis Dick, Tuomas Sandholm, Ellen Vitercik

Tree search algorithms, such as branch-and-bound, are the most widely used tools for solving combinatorial and non-convex problems. For example, they are the foremost method for solving (mixed) integer programs and constraint satisfaction problems. Tree search algorithms come with a variety of tunable parameters that are notoriously challenging to tune by hand. A growing body of research has demonstrated the power of using a data-driven approach to automatically optimize the parameters of tree search algorithms. These techniques use a training set of integer programs sampled from an application-specific instance distribution to find a parameter setting that has strong average performance over the training set. However, with too few samples, a parameter setting may have strong average performance on the training set but poor expected performance on future integer programs from the same application. Our main contribution is to provide the first sample complexity guarantees for tree search parameter tuning. These guarantees bound the number of samples sufficient to ensure that the average performance of tree search over the samples nearly matches its future expected performance on the unknown instance distribution. In particular, the parameters we analyze weight scoring rules used for variable selection. Proving these guarantees is challenging because tree size is a volatile function of these parameters: we prove that for any discretization (uniform or not) of the parameter space, there exists a distribution over integer programs such that every parameter setting in the discretization results in a tree with exponential expected size, yet there exist parameter settings between the discretized points that result in trees of constant size. In addition, we provide data-dependent guarantees that depend on the volatility of these tree-size functions: our guarantees improve if the tree-size functions can be well-approximated by simpler functions. Finally, via experiments, we illustrate that learning an optimal weighting of scoring rules reduces tree size.

树状搜索算法(如分支与边界)是解决组合问题和非凸问题最广泛使用的工具。例如,它们是解决(混合)整数程序和约束满足问题的最主要方法。树状搜索算法有多种可调参数,而人工调整这些参数的难度可想而知。越来越多的研究表明,使用数据驱动方法自动优化树搜索算法的参数非常有效。这些技术使用从特定应用实例分布中采样的整数程序训练集,以找到对训练集具有较高平均性能的参数设置。然而,如果样本太少,参数设置在训练集上的平均性能可能很高,但在同一应用的未来整数程序上的预期性能却很差。我们的主要贡献是首次为树搜索参数调整提供了样本复杂度保证。这些保证限定了样本数量,足以确保树搜索在样本上的平均性能与其在未知实例分布上的未来预期性能相匹配。特别是,我们分析的参数是用于变量选择的加权评分规则。证明这些保证极具挑战性,因为树的大小是这些参数的波动函数:我们证明,对于参数空间的任何离散化(统一或非统一),都存在一个整数程序分布,使得离散化中的每个参数设置都会导致一棵树的预期大小呈指数级增长,而离散化点之间的参数设置又会导致一棵树的大小不变。此外,我们还提供了依赖数据的保证,这些保证取决于这些树大小函数的波动性:如果树大小函数可以用更简单的函数很好地近似,我们的保证就会提高。最后,我们通过实验说明,学习评分规则的最优加权可以减小树的大小。
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引用次数: 0
Faster Modular Composition 更快的模块化合成
IF 2.5 2区 计算机科学 Q2 COMPUTER SCIENCE, HARDWARE & ARCHITECTURE Pub Date : 2023-12-25 DOI: 10.1145/3638349
Vincent Neiger, Bruno Salvy, Éric Schost, Gilles Villard

A new Las Vegas algorithm is presented for the composition of two polynomials modulo a third one, over an arbitrary field. When the degrees of these polynomials are bounded by n, the algorithm uses On1.43 field operations, breaking through the 3/2 barrier in the exponent for the first time. The previous fastest algebraic algorithms, due to Brent and Kung in 1978, require On1.63 field operations in general, and n3/2 + o(1) field operations in the special case of power series over a field of large enough characteristic. If cubic-time matrix multiplication is used, the new algorithm runs in n5/3 + o(1) operations, while previous ones run in On2 operations.

Our approach relies on the computation of a matrix of algebraic relations that is typically of small size. Randomization is used to reduce arbitrary input to this favorable situation.

本文提出了一种新的拉斯维加斯算法,用于任意域上两个多项式模乘第三个多项式的组合。当这些多项式的度数以 n 为界时,该算法使用 On1.43 场运算,首次突破了指数 3/2 的障碍。之前最快的代数算法是布伦特和孔在 1978 年提出的,一般需要 On1.63 次场运算,而在足够大的特征域上的幂级数的特殊情况下,需要 n3/2 + o(1) 次场运算。如果使用三次矩阵乘法,新算法只需 n5/3 + o(1) 次运算,而以前的算法只需 On2 次运算。我们的方法依赖于计算一个通常很小的代数关系矩阵。随机化的使用可将任意输入减少到这种有利的情况。
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引用次数: 0
Dominantly Truthful Peer Prediction Mechanisms with a Finite Number of Tasks 任务数量有限的优势真实同行预测机制
IF 2.5 2区 计算机科学 Q2 COMPUTER SCIENCE, HARDWARE & ARCHITECTURE Pub Date : 2023-12-23 DOI: 10.1145/3638239
Yuqing Kong

In the setting where participants are asked multiple similar possibly subjective multi-choice questions (e.g. Do you like Panda Express? Y/N; do you like Chick-fil-A? Y/N), a series of peer prediction mechanisms have been designed to incentivize honest reports and some of them achieve dominantly truthfulness: truth-telling is a dominant strategy and strictly dominate other “non-permutation strategy” with some mild conditions. However, those mechanisms require the participants to perform an infinite number of tasks. When the participants perform a finite number of tasks, these mechanisms only achieve approximated dominant truthfulness. The existence of a dominantly truthful multi-task peer prediction mechanism that only requires a finite number of tasks remains to be an open question that may have a negative result, even with full prior knowledge.

This paper answers this open question by proposing a family of mechanisms, VMI-Mechanisms, that are dominantly truthful with a finite number of tasks. A special case of this family, DMI-Mechanism, only requires ≥ 2C tasks where C is the number of choices for each question (C = 2 for binary-choice questions). The implementation of these mechanisms does not require any prior knowledge (detail-free) and only requires ≥ 2 participants. To the best of our knowledge, any mechanism of the family is the first dominantly truthful peer prediction mechanism that works for a finite number of tasks.

The core of these new mechanisms is a new family of information-monotone information measures: volume mutual information (VMI). VMI is based on a simple geometric information measure design method, the volume method. The volume method measures the informativeness of an object by “counting” the number of objects that are less informative than it. In other words, the more objects that the object of interest dominates, the more informative it is considered to be.

Finally, in the setting where agents need to invest efforts to obtain their private signals, we show how to select the mechanism to optimally incentivize efforts among a proper set of VMI-Mechanisms.

在参与者被问到多个类似的可能是主观的多选问题(例如,你喜欢熊猫快餐吗? Y/N;你喜欢Chick-fil-A吗? Y/N)的情况下,人们设计了一系列同伴预测机制来激励诚实的报告,其中一些机制实现了占主导地位的真实性:说真话是一种占主导地位的策略,并且在一些温和的条件下严格支配其他 "非突变策略"。然而,这些机制要求参与者执行无限多的任务。当参与者执行的任务数量有限时,这些机制只能达到近似的主导真实性。是否存在一种只需要有限数量任务的主导真实性多任务同伴预测机制仍然是一个开放性问题,即使有充分的先验知识,也可能出现否定的结果。本文提出了一个机制族--VMI-Mechanisms--来回答这个开放性问题。该机制系列的一个特例是 DMI 机制,它只需要 ≥ 2C 个任务,其中 C 是每个问题的选项数(二元选择题的 C = 2)。这些机制的实施不需要任何先验知识(无细节要求),只需要≥ 2 名参与者。据我们所知,该系列中的任何机制都是首个适用于有限数量任务的占主导地位的真实同伴预测机制。这些新机制的核心是一个新的信息单调信息度量系列:体积互信息(VMI)。VMI 基于一种简单的几何信息度量设计方法--体积法。体积法通过 "计算 "比它信息量小的物体的数量来衡量物体的信息量。换句话说,相关对象所占优势的对象越多,其信息量就越大。最后,在代理人需要投入精力以获取其私人信号的情况下,我们展示了如何从一组适当的 VMI 机制中选择最能激励代理人投入精力的机制。
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引用次数: 0
Parallel Acyclic Joins: Optimal Algorithms and Cyclicity Separation 并行无环连接:最优算法和环分离
IF 2.5 2区 计算机科学 Q2 COMPUTER SCIENCE, HARDWARE & ARCHITECTURE Pub Date : 2023-12-01 DOI: 10.1145/3633512
Xiao Hu, Yufei Tao

We study equi-join computation in the massively parallel computation (MPC) model. Currently, a main open question under this topic is whether it is possible to design an algorithm that can process any join with load (O(N {rm {polylog}} N / p^{1/rho ^*}) ) — measured in the number of words communicated per machine — where N is the total number of tuples in the input relations, ρ* is the join’s fractional edge covering number, and p is the number of machines. We settle the question in the negative for the class of tuple-based algorithms (all the known MPC join algorithms fall in this class) by proving the existence of a join query with ρ* = 2 that requires a load of Ω(N/p1/3) to evaluate. Our lower bound provides solid evidence that the “AGM bound” alone is not sufficient for characterizing the hardness of join evaluation in MPC (a phenomenon that does not exist in RAM). The hard join instance identified in our argument is cyclic, which leaves the question of whether (O(N {rm {polylog}} N / p^{1/rho ^*}) ) is still possible for acyclic joins. We answer this question in the affirmative by showing that any acyclic join can be evaluated with load (O(N / p^{1/rho ^*}) ), which is asymptotically optimal (there are no polylogarithmic factors in our bound). The separation between cyclic and acyclic joins is yet another phenomenon that is absent in RAM. Our algorithm owes to the discovery of a new mathematical structure — we call “canonical edge cover” — of acyclic hypergraphs, which has numerous non-trivial properties and makes an elegant addition to database theory.

研究了大规模并行计算(MPC)模型中的等联接计算。目前,该主题下的一个主要开放问题是是否有可能设计一种算法,可以处理负载(O(N {rm {polylog}} N / p^{1/rho ^*}) )的任何连接-以每台机器通信的单词数量来衡量-其中N是输入关系中元组的总数,ρ*是连接的分数边覆盖数,p是机器的数量。我们通过证明具有ρ* = 2的连接查询的存在性来解决基于元组的算法类(所有已知的MPC连接算法都属于该类)的否定问题,该查询需要Ω(N/p1/3)的负载来评估。我们的下界提供了确凿的证据,表明单独的“AGM界”不足以表征MPC中连接评估的硬度(RAM中不存在这种现象)。在我们的参数中标识的硬连接实例是循环的,这就留下了一个问题,即(O(N {rm {polylog}} N / p^{1/rho ^*}) )是否仍然可能用于非循环连接。我们肯定地回答了这个问题,表明任何无环连接都可以用负载(O(N / p^{1/rho ^*}) )进行评估,这是渐近最优的(在我们的界中没有多对数因子)。循环连接和非循环连接之间的分离是RAM中不存在的另一种现象。我们的算法归功于发现了一种新的非循环超图的数学结构——我们称之为“规范边缘覆盖”,它具有许多非平凡的属性,并为数据库理论提供了一个优雅的补充。
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引用次数: 0
Optimal Auctions through Deep Learning: Advances in Differentiable Economics 基于深度学习的最优拍卖:可微分经济学的进展
2区 计算机科学 Q2 COMPUTER SCIENCE, HARDWARE & ARCHITECTURE Pub Date : 2023-11-11 DOI: 10.1145/3630749
Paul Dütting, Zhe Feng, Harikrishna Narasimhan, David C. Parkes, Sai Srivatsa Ravindranath
Designing an incentive compatible auction that maximizes expected revenue is an intricate task. The single-item case was resolved in a seminal piece of work by Myerson in 1981, but more than 40 years later, a full analytical understanding of the optimal design still remains elusive for settings with two or more items. In this work, we initiate the exploration of the use of tools from deep learning for the automated design of optimal auctions. We model an auction as a multi-layer neural network, frame optimal auction design as a constrained learning problem, and show how it can be solved using standard machine learning pipelines. In addition to providing generalization bounds, we present extensive experimental results, recovering essentially all known solutions that come from the theoretical analysis of optimal auction design problems and obtaining novel mechanisms for settings in which the optimal mechanism is unknown.
设计一种能使预期收益最大化的激励相容拍卖是一项复杂的任务。1981年,迈尔森在一项开创性的工作中解决了单项目的情况,但40多年后,对具有两个或更多项目的设置的最佳设计的全面分析理解仍然难以捉摸。在这项工作中,我们开始探索使用深度学习工具进行最佳拍卖的自动设计。我们将拍卖建模为多层神经网络,将最优拍卖设计框架为约束学习问题,并展示如何使用标准机器学习管道解决该问题。除了提供泛化界限外,我们还提供了广泛的实验结果,从最优拍卖设计问题的理论分析中基本上恢复了所有已知的解决方案,并获得了最优机制未知的设置的新机制。
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引用次数: 2
Probabilistic Programming with Exact Conditions 具有精确条件的概率规划
2区 计算机科学 Q2 COMPUTER SCIENCE, HARDWARE & ARCHITECTURE Pub Date : 2023-11-11 DOI: 10.1145/3632170
Dario Stein, Sam Staton
We spell out the paradigm of exact conditioning as an intuitive and powerful way of conditioning on observations in probabilistic programs. This is contrasted with likelihood-based scoring known from languages such as Stan . We study exact conditioning in the cases of discrete and Gaussian probability, presenting prototypical languages for each case and giving semantics to them. We make use of categorical probability (namely Markov and CD categories) to give a general account of exact conditioning which avoids limits and measure theory, instead focusing on restructuring dataflow and program equations. The correspondence between such categories and a class of programming languages is made precise by defining the internal language of a CD category.
我们详细阐述了精确条件反射的范例,作为一种直观而有力的方式,在概率程序中对观察结果进行条件反射。这与斯坦等语言的基于可能性的评分形成了对比。我们研究了离散概率和高斯概率下的精确条件作用,给出了每种情况下的原型语言并给出了语义。我们利用范畴概率(即马尔可夫和CD类别)给出了精确条件的一般说明,避免了限制和度量理论,而不是专注于重构数据流和程序方程。通过定义CD类别的内部语言,可以精确地确定这些类别与一类编程语言之间的对应关系。
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引用次数: 0
The Space Complexity of Consensus from Swap 交换共识的空间复杂度
2区 计算机科学 Q2 COMPUTER SCIENCE, HARDWARE & ARCHITECTURE Pub Date : 2023-11-02 DOI: 10.1145/3631390
Sean Ovens
Nearly thirty years ago, it was shown that (Omega (sqrt {n}) ) read/write registers are needed to solve randomized wait-free consensus among n processes. This lower bound was improved to n registers in 2018, which exactly matches known algorithms. The (Omega (sqrt {n}) ) space complexity lower bound actually applies to a class of objects called historyless objects, which includes registers, test-and-set objects, and readable swap objects. However, every known n -process obstruction-free consensus algorithm from historyless objects uses Ω ( n ) objects. In this paper, we give the first Ω ( n ) space complexity lower bounds on consensus algorithms for two kinds of historyless objects. First, we show that any obstruction-free consensus algorithm from swap objects uses at least n − 1 objects. More generally, we prove that any obstruction-free k -set agreement algorithm from swap objects uses at least (lceil frac{n}{k}rceil - 1 ) objects. The k -set agreement problem is a generalization of consensus in which processes agree on no more than k different output values. This is the first non-constant lower bound on the space complexity of solving k -set agreement with swap objects when k > 1. We also present an obstruction-free k -set agreement algorithm from n − k swap objects, which exactly matches our lower bound when k = 1. Second, we show that any obstruction-free binary consensus algorithm from readable swap objects with domain size b uses at least (frac{n-2}{3b+1} ) objects. When b is a constant, this asymptotically matches the best known obstruction-free consensus algorithms from readable swap objects with unbounded domains. Since any historyless object can be simulated by a readable swap object with the same domain, our results imply that any obstruction-free consensus algorithm from historyless objects with domain size b uses at least (frac{n-2}{3b+1} ) objects. For b = 2, we show a slightly better lower bound of n − 2. There is an obstruction-free binary consensus algorithm using 2 n − 1 readable swap objects with domain size 2, asymptotically matching our lower bound.
近三十年前,研究表明需要(Omega (sqrt {n}) )读写寄存器来解决n个进程之间的随机无等待共识。这个下限在2018年被改进为n个寄存器,这与已知算法完全匹配。(Omega (sqrt {n}) )空间复杂度下限实际上适用于一类称为无历史对象的对象,其中包括寄存器、测试和设置对象以及可读交换对象。然而,每个已知的无历史对象的n进程无阻塞共识算法都使用Ω (n)个对象。本文给出了两类无历史对象共识算法的第一个Ω (n)空间复杂度下界。首先,我们证明了任何交换对象的无阻碍一致性算法至少使用n−1个对象。更一般地说,我们证明了任何来自交换对象的无阻碍k集协议算法至少使用(lceil frac{n}{k}rceil - 1 )对象。k集协议问题是共识的概括,其中进程同意不超过k个不同的输出值。这是当k &gt;时,求解与交换对象的k集协议的空间复杂度的第一个非常数下界;1. 我们还提出了一种基于n−k交换对象的无阻碍k集协议算法,该算法与k = 1时的下界完全匹配。其次,我们证明了任何来自域大小为b的可读交换对象的无障碍二进制一致性算法至少使用(frac{n-2}{3b+1} )对象。当b为常数时,该算法从具有无界域的可读交换对象中渐近匹配已知的无阻碍一致性算法。由于任何无历史对象都可以通过具有相同域的可读交换对象来模拟,因此我们的结果表明,任何来自域大小为b的无历史对象的无障碍共识算法都至少使用(frac{n-2}{3b+1} )对象。对于b = 2,我们给出了一个稍微好一点的n - 2下界。利用域大小为2的2个n−1个可读交换对象,渐近地匹配我们的下界,给出了一种无阻碍的二元一致性算法。
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引用次数: 0
A New Minimax Theorem for Randomized Algorithms 随机化算法的一个新的极大极小定理
2区 计算机科学 Q2 COMPUTER SCIENCE, HARDWARE & ARCHITECTURE Pub Date : 2023-10-18 DOI: 10.1145/3626514
Shalev Ben-David, Eric Blais
The celebrated minimax principle of Yao (1977) says that for any Boolean-valued function f with finite domain, there is a distribution μ over the domain of f such that computing f to error ϵ against inputs from μ is just as hard as computing f to error ϵ on worst-case inputs. Notably, however, the distribution μ depends on the target error level ϵ: the hard distribution which is tight for bounded error might be trivial to solve to small bias, and the hard distribution which is tight for a small bias level might be far from tight for bounded error levels. In this work, we introduce a new type of minimax theorem which can provide a hard distribution μ that works for all bias levels at once. We show that this works for randomized query complexity, randomized communication complexity, some randomized circuit models, quantum query and communication complexities, approximate polynomial degree, and approximate logrank. We also prove an improved version of Impagliazzo’s hardcore lemma. Our proofs rely on two innovations over the classical approach of using Von Neumann’s minimax theorem or linear programming duality. First, we use Sion’s minimax theorem to prove a minimax theorem for ratios of bilinear functions representing the cost and score of algorithms. Second, we introduce a new way to analyze low-bias randomized algorithms by viewing them as “forecasting algorithms” evaluated by a certain proper scoring rule. The expected score of the forecasting version of a randomized algorithm appears to be a more fine-grained way of analyzing the bias of the algorithm. We show that such expected scores have many elegant mathematical properties: for example, they can be amplified linearly instead of quadratically. We anticipate forecasting algorithms will find use in future work in which a fine-grained analysis of small-bias algorithms is required.
姚(1977)著名的极大极小原理指出,对于任何具有有限定义域的布尔值函数f,在f的定义域上存在一个分布μ,使得计算来自μ的输入的f到误差的λ与计算最坏情况输入的f到误差的λ一样困难。然而,值得注意的是,分布μ取决于目标误差水平ε:对于有界误差来说,紧绷的硬分布对于小偏差来说可能是微不足道的,而对于小偏差水平来说,紧绷的硬分布对于有界误差水平来说可能远非紧绷。在这项工作中,我们引入了一种新的极大极小定理,它可以提供一个同时适用于所有偏置水平的硬分布μ。我们证明了这种方法适用于随机查询复杂度、随机通信复杂度、一些随机电路模型、量子查询和通信复杂度、近似多项式度和近似logrank。我们还证明了Impagliazzo的硬核引理的改进版本。我们的证明依赖于使用冯·诺伊曼极大极小定理或线性规划对偶的经典方法的两个创新。首先,我们用Sion的极大极小定理证明了表示算法代价和分数的双线性函数的比值的极大极小定理。其次,我们引入了一种新的方法来分析低偏差随机算法,将它们视为由某个适当的评分规则评估的“预测算法”。随机算法预测版本的期望分数似乎是一种更细粒度的方法来分析算法的偏差。我们证明了这样的期望分数有许多优雅的数学性质:例如,它们可以线性放大而不是二次放大。我们预计预测算法将在未来的工作中找到用途,其中需要对小偏差算法进行细粒度分析。
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引用次数: 1
Relative Error Streaming Quantiles 相对错误流分位数
2区 计算机科学 Q2 COMPUTER SCIENCE, HARDWARE & ARCHITECTURE Pub Date : 2023-10-16 DOI: 10.1145/3617891
Graham Cormode, Zohar Karnin, Edo Liberty, Justin Thaler, Pavel Veselý
Estimating ranks, quantiles, and distributions over streaming data is a central task in data analysis and monitoring. Given a stream of n items from a data universe equipped with a total order, the task is to compute a sketch (data structure) of size polylogarithmic in n . Given the sketch and a query item y , one should be able to approximate its rank in the stream, i.e., the number of stream elements smaller than or equal to y . Most works to date focused on additive ε n error approximation, culminating in the KLL sketch that achieved optimal asymptotic behavior. This article investigates multiplicative (1± ε)-error approximations to the rank. Practical motivation for multiplicative error stems from demands to understand the tails of distributions, and hence for sketches to be more accurate near extreme values. The most space-efficient algorithms due to prior work store either O(log (ε 2 n )/ε 2 ) or O (log 3 (ε n )/ε) universe items. We present a randomized sketch storing O (log 1.5 (ε n )/ε) items that can (1± ε)-approximate the rank of each universe item with high constant probability; this space bound is within an (O(sqrt {log (varepsilon n)})) factor of optimal. Our algorithm does not require prior knowledge of the stream length and is fully mergeable, rendering it suitable for parallel and distributed computing environments.
估计流数据的等级、分位数和分布是数据分析和监控的中心任务。给定一个由n个项目组成的流,该流来自一个具有总顺序的数据域,任务是计算一个大小为n的多对数的草图(数据结构)。给定草图和查询项y,应该能够估计其在流中的排名,即小于或等于y的流元素的数量。迄今为止,大多数工作都集中在可加性ε n误差近似上,最终实现了最优渐近行为的KLL草图。本文研究秩的乘法(1±ε)误差近似。乘法误差的实际动机源于理解分布尾部的需求,因此草图在极值附近更准确。由于先前的工作,最节省空间的算法存储O(log (ε 2n)/ε 2)或O(log 3 (ε n)/ε)宇宙项。我们提出了一个存储O (log 1.5 (ε n)/ε)个项目的随机草图,该草图可以(1±ε)-近似每个宇宙项目的秩,具有高恒定概率;这个空间边界在(O(sqrt {log (varepsilon n)}))因子的最优范围内。我们的算法不需要预先知道流长度,并且是完全可合并的,使其适合并行和分布式计算环境。
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引用次数: 0
First Price Auction is 1 − 1/ e 2 Efficient 首价拍卖是1−1/ e 2有效
2区 计算机科学 Q2 COMPUTER SCIENCE, HARDWARE & ARCHITECTURE Pub Date : 2023-10-14 DOI: 10.1145/3617902
Yaonan Jin, Pinyan Lu
We prove that the PoA of First Price Auctions is 1-1/ e 2 ≈ 0.8647, closing the gap between the best known bounds [0.7430, 0.8689].
我们证明了首价拍卖的PoA为1-1/ e 2≈0.8647,缩小了已知边界[0.7430,0.8689]之间的差距。
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引用次数: 0
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